+2.0%
QCOM vs TECK
+52.7%
-50.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +0.9% |
| 7D | +5.8% | +3.1% | +2.7% | +4.7% |
| 30D | -2.3% | -5.0% | +2.7% | -0.4% |
| 3M | +2.7% | -2.6% | +5.3% | +3.3% |
| 6M | -21.0% | 0.0% | -21.0% | -21.6% |
| YTD | +1.8% | +35.6% | -33.8% | -7.0% |
| All | +2.0% | +52.7% | -50.7% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling